+253.6%
PH vs KEY
+40.7%
+212.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | +2.2% | -5.3% | -4.0% |
| 30D | -3.2% | -3.0% | -0.2% | -2.0% |
| 3M | +10.6% | +3.3% | +7.2% | +8.9% |
| 6M | -2.1% | +9.2% | -11.3% | -5.9% |
| YTD | +10.2% | +10.6% | -0.5% | +5.1% |
| 1Y | +28.2% | +20.4% | +7.8% | +17.7% |
| 3Y | +134.9% | +121.8% | +13.0% | +67.3% |
| All | +253.6% | +40.7% | +212.9% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling